CME Euro FX (E) Future March 2012

Trading Metrics calculated at close of trading on 06-Jul-2011

Day Change Summary
	Previous	Current
	05-Jul-2011	06-Jul-2011	Change	Change %	Previous Week
Open	1.4344	1.4194	-0.0150	-1.0%	1.3993
High	1.4344	1.4210	-0.0134	-0.9%	1.4404
Low	1.4344	1.4175	-0.0169	-1.2%	1.3970
Close	1.4294	1.4184	-0.0110	-0.8%	1.4393
Range	0.0000	0.0035	0.0035		0.0434
ATR	0.0082	0.0085	0.0003	3.2%	0.0000
Volume	5	1	-4	-80.0%	27

Daily Pivots for day following 06-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4295	1.4274	1.4203
R3	1.4260	1.4239	1.4194
R2	1.4225	1.4225	1.4190
R1	1.4204	1.4204	1.4187	1.4197
PP	1.4190	1.4190	1.4190	1.4186
S1	1.4169	1.4169	1.4181	1.4162
S2	1.4155	1.4155	1.4178
S3	1.4120	1.4134	1.4174
S4	1.4085	1.4099	1.4165

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5558	1.5409	1.4632
R3	1.5124	1.4975	1.4512
R2	1.4690	1.4690	1.4473
R1	1.4541	1.4541	1.4433	1.4616
PP	1.4256	1.4256	1.4256	1.4293
S1	1.4107	1.4107	1.4353	1.4182
S2	1.3822	1.3822	1.4313
S3	1.3388	1.3673	1.4274
S4	1.2954	1.3239	1.4154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4404	1.4175	0.0229	1.6%	0.0013	0.1%	4%	False	True	4
10	1.4404	1.3970	0.0434	3.1%	0.0028	0.2%	49%	False	False	3
20	1.4553	1.3970	0.0583	4.1%	0.0024	0.2%	37%	False	False	2
40	1.4556	1.3926	0.0630	4.4%	0.0014	0.1%	41%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.4359
2.618	1.4302
1.618	1.4267
1.000	1.4245
0.618	1.4232
HIGH	1.4210
0.618	1.4197
0.500	1.4193
0.382	1.4188
LOW	1.4175
0.618	1.4153
1.000	1.4140
1.618	1.4118
2.618	1.4083
4.250	1.4026

Fisher Pivots for day following 06-Jul-2011
Pivot	1 day	3 day
R1	1.4193	1.4284
PP	1.4190	1.4251
S1	1.4187	1.4217

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These figures are updated between 7pm and 10pm EST after a trading day.

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